{"id":40060,"date":"2020-01-03T23:24:52","date_gmt":"2020-01-04T04:24:52","guid":{"rendered":"http:\/\/prefblog.com\/?p=40060"},"modified":"2020-01-03T23:24:52","modified_gmt":"2020-01-04T04:24:52","slug":"january-3-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40060","title":{"rendered":"January 3, 2020"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4999 %<\/td>\n2,115.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4999 %<\/td>\n3,881.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.77 %<\/td>\n5.88 %<\/td>\n48,762<\/td>\n14.11<\/td>\n4<\/td>\n-1.4999 %<\/td>\n2,237.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1827 %<\/td>\n3,437.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.57 %<\/td>\n35,747<\/td>\n4.22<\/td>\n6<\/td>\n-0.1827 %<\/td>\n4,104.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1827 %<\/td>\n3,202.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.55 %<\/td>\n-4.78 %<\/td>\n62,398<\/td>\n0.09<\/td>\n11<\/td>\n0.1323 %<\/td>\n3,050.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.36 %<\/td>\n70,730<\/td>\n14.84<\/td>\n24<\/td>\n0.2083 %<\/td>\n3,292.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n5.75 %<\/td>\n201,230<\/td>\n14.28<\/td>\n64<\/td>\n0.3615 %<\/td>\n2,176.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.29 %<\/td>\n65,952<\/td>\n14.90<\/td>\n27<\/td>\n0.0359 %<\/td>\n3,228.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.02 %<\/td>\n6.05 %<\/td>\n84,325<\/td>\n13.73<\/td>\n3<\/td>\n0.2180 %<\/td>\n2,556.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.06 %<\/td>\n3.34 %<\/td>\n137,697<\/td>\n1.55<\/td>\n22<\/td>\n0.2615 %<\/td>\n2,653.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.62 %<\/td>\n65,211<\/td>\n2.01<\/td>\n3<\/td>\n0.0679 %<\/td>\n2,739.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.72 %<\/td>\n141,655<\/td>\n14.32<\/td>\n22<\/td>\n0.1412 %<\/td>\n2,206.8<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 11.70
\nEvaluated at bid price : 11.70
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.59
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 15.87
\nEvaluated at bid price : 15.87
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 1.84 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n53,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n52,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-02-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : -7.39 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n27,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n26,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n25,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n24,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.29
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
There were 20 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.35 – 18.12
\nSpot Rate : 0.7700
\nAverage : 0.4744<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 19.27 – 20.00
\nSpot Rate : 0.7300
\nAverage : 0.5326<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.73 – 23.10
\nSpot Rate : 0.3700
\nAverage : 0.2840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.73
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.92 – 25.20
\nSpot Rate : 0.2800
\nAverage : 0.1970<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 12.62 – 13.14
\nSpot Rate : 0.5200
\nAverage : 0.4459<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 12.62
\nEvaluated at bid price : 12.62
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.36 – 19.61
\nSpot Rate : 0.2500
\nAverage : 0.1788<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-03
\nMaturity Price : 19.36
\nEvaluated at bid price : 19.36
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-40060","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40060","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=40060"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40060\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40060"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40060"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40060"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}